Related papers: A Fast and Scalable Method for A-Optimal Design of…
In many science and engineering settings, system dynamics are characterized by governing PDEs, and a major challenge is to solve inverse problems (IPs) where unknown PDE parameters are inferred based on observational data gathered under…
Sequential Bayesian optimal experimental design (SBOED) for PDE-governed inverse problems is computationally challenging, especially for infinite-dimensional random field parameters. High-fidelity approaches require repeated forward and…
We consider optimal sensor placement for a family of linear Bayesian inverse problems characterized by a deterministic hyper-parameter. The hyper-parameter describes distinct configurations in which measurements can be taken of the observed…
The identification of the interface of an inclusion in a diffusion process is considered. This task is viewed as a parameter identification problem in which the parameter space bears the structure of a shape manifold. A corresponding…
We consider optimal design of PDE-based Bayesian linear inverse problems with infinite-dimensional parameters. We focus on the A-optimal design criterion, defined as the average posterior variance and quantified by the trace of the…
Bayesian optimal experimental design (OED) seeks experiments that maximize the expected information gain (EIG) in model parameters. Directly estimating the EIG using nested Monte Carlo is computationally expensive and requires an explicit…
Optimal experimental design provides a way of determining a-priori the best locations at which to place accelerometers in vibrations analysis experiments. However, in practice, sensors often fail during experimentation due high mechanical…
Real-time tsunami early warning relies on distributed sensor networks to infer seismic sources and seafloor motion. Optimizing these networks via Bayesian optimal experimental design (OED) is exceptionally challenging for systems governed…
We present a mathematical framework and computational methods to optimally design a finite number of sequential experiments. We formulate this sequential optimal experimental design (sOED) problem as a finite-horizon partially observable…
Bayesian Optimal Experimental Design (BOED) is a powerful tool to reduce the cost of running a sequence of experiments. When based on the Expected Information Gain (EIG), design optimization corresponds to the maximization of some…
We consider infinite-dimensional linear Gaussian Bayesian inverse problems with uncorrelated sensor data, and focus on the problem of finding sensor placements that maximize the expected information gain (EIG). This study is motivated by…
Accurate estimation of parameters is paramount in developing high-fidelity models for complex dynamical systems. Model-based optimal experiment design (OED) approaches enable systematic design of dynamic experiments to generate input-output…
We introduce a novel geometric framework for optimal experimental design (OED). Traditional OED approaches, such as those based on mutual information, rely explicitly on probability densities, leading to restrictive invariance properties.…
This paper presents a novel framework for goal-oriented optimal static sensor placement and dynamic sensor steering in PDE-constrained inverse problems, utilizing a Bayesian approach accelerated by low-rank approximations. The framework is…
The explicit constraint force method (ECFM) was recently introduced as a novel formulation of the physics-informed solution reconstruction problem, and was subsequently extended to inverse problems. In both solution reconstruction and…
Bayesian experimental design (BED) is to answer the question that how to choose designs that maximize the information gathering. For implicit models, where the likelihood is intractable but sampling is possible, conventional BED methods…
We present a systematic approach to the optimal placement of finitely many sensors in order to infer a finite-dimensional parameter from point evaluations of the solution of an associated parameter-dependent elliptic PDE. The quality of the…
We consider finite-dimensional Bayesian linear inverse problems with Gaussian priors and additive Gaussian noise models. The goal of this note is to present a simple derivation of the well-known fact that solving the Bayesian D-optimal…
This paper deals with an inverse problem applied to the field of building physics to experimentally estimate three sorption isotherm coefficients of a wood fiber material. First, the mathematical model, based on convective transport of…
Bayesian optimal experimental design (BOED) is a principled framework for making efficient use of limited experimental resources. Unfortunately, its applicability is hampered by the difficulty of obtaining accurate estimates of the expected…